Is the integration w.r.t. b? If not then what? And if so, shouldn't F simply be a function of the single random variable A?

F(A) = integral[-inf +inf] P(B>b|A) log P(B>b|A)

I'll assume so below.

> Now, what would be the expected value of this expression i.e. E(F(B|
> A)). Would it be simply scaling over the sum of each of the rows and
> columns? I am somehow getting very confused with this.
>
================

E(F(A))= sum F(A) P(A)

The probabilities P(A) can just be obtained as the marginal of your
joint distribution P(A,B).

<anja.ende@googlemail.com> wrote in message
news:63344cb9-ead9-4235-bb13-de80516e0c66@q11g2000vbu.googlegroups.com...
> Hello all,
>
> This is not a matlab question per se, but I was hoping someone here
> might have a good idea.
>
> I have a joint entropy like expression as follows:
>
> F(B|A) = integral[-inf +inf] P(B>b|A) log P(B>b|A)

You should probably ask this question on a statistics newsgroup, like the
sci.stat.math newsgroup available via Google Groups (if your news server
doesn't carry it.)

"anja.ende@googlemail.com" <anja.ende@googlemail.com> wrote in message <63344cb9-ead9-4235-bb13-de80516e0c66@q11g2000vbu.googlegroups.com>...
> Hello all,
>
> This is not a matlab question per se, but I was hoping someone here
> might have a good idea.
>
> I have a joint entropy like expression as follows:
>
> F(B|A) = integral[-inf +inf] P(B>b|A) log P(B>b|A)
>
> To implement this, I have a 2D array where the elements represent this
> joint PDF (I compute the conditional survival function and its log
> basically).
>
> Now, what would be the expected value of this expression i.e. E(F(B|
> A)). Would it be simply scaling over the sum of each of the rows and
> columns? I am somehow getting very confused with this.
>
> Thanks for any help you can give me.
>
> Anja
- - - - - - - - - -
I don't think the notion of expected value applies to your F(B|A) quantity. B and A are stochastic but probabilities involving them are not. They are definite numerical quantities. If I flip a penny it is legitimate to ask for the expected number of heads, namely 1/2, but it is not legitimate to ask for the expected probability of throwing a head. That is not a quantity subject to statistical variation.